+174.6%
ARM vs APTV
-61.3%
+235.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +6.3% |
| 7D | -15.2% | -10.2% | -5.0% | -11.3% |
| 30D | -40.7% | -10.8% | -29.9% | -37.7% |
| 3M | -39.1% | -14.8% | -24.3% | -35.0% |
| 6M | -26.4% | -30.6% | +4.1% | -15.0% |
| YTD | +59.7% | -48.2% | +107.9% | +109.8% |
| 1Y | +10.3% | -52.0% | +62.3% | +50.3% |
| 3Y | +228.9% | -47.0% | +275.9% | +310.0% |
| All | +174.6% | -61.3% | +235.9% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling